Pulling on my leg

[Coraline]

Hi,teachers
I just saw a movie named despicable me and it is interesting.But there is a phrase has been confusing me.The subtitle is like that "you have got to be pulling on my leg." So what is that mean? I will be waiting for your answer.Thank you.

[nyota]

I'm not a teacher ***

It seems it's a distorted idiom, pull somebody's leg. If you're pulling somebody's leg, you're telling them something that's not true, as a joke. You trick and tease them. Sources: Oxford Longman

I've also found a review Despicable me - review, here's a part of it:

The superhero of*Despicable Me*is actually a not-so-supervillain: Gru is a scowling misanthrope in a zip-up turtleneck and slim mod pants — he looks a little like Alfred Molina as reimagined by Charles Addams — who speaks, borrowing the voice of Steve Carell, in a thick-as-Borscht, phony-as-heck Russian accent. That means he often mangles his syntax deliciously and effortlessly: “Ah, you’ve got to be pulling on my leg,” he says crossly when he gets some bad news.

[Ouisch]

As Nyota pointed out, the character in Despicable Me often confuses his idioms. In AmE, if someone says "You must be pulling my leg" it means that they don't believe you, that they think you're trying to play a joke on them or are telling them a lie in order to trick them. Sometimes if a person hears something that is unbelievable (but yet true) his first response might be "No way, you're just pulling my leg."

For example:
Fred (arriving at work Monday morning): "I just stopped in to say 'goodbye' to everyone because I won't be coming back. I just won the lottery!"
Roger (a skeptical co-worker): "You must be pulling my leg."
Fred: "I'm dead serious! Watch the six o'clock news tonight and you'll see me and my wife accepting the check for $5 million!"